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Title | Markov Chain Aggregation for Agent-Based Models |
Author(s) | Banisch, Sven |
Publication | Cham, Springer International Publishing, 2016. |
Description | XIV, 195 p. 83 illus., 18 illus. in color : online resource |
Abstract Note | This self-contained text develops a Markov chain approach that makes the rigorous analysis of a class of microscopic models that specify the dynamics of complex systems at the individual level possible. It presents a general framework of aggregation in agent-based and related computational models, one which makes use of lumpability and information theory in order to link the micro and macro levels of observation. The starting point is a microscopic Markov chain description of the dynamical process in complete correspondence with the dynamical behavior of the agent-based model (ABM), which is obtained by considering the set of all possible agent configurations as the state space of a huge Markov chain. An explicit formal representation of a resulting ???micro-chain??? including microscopic transition rates is derived for a class of models by using the random mapping representation of a Markov process. The type of probability distribution used to implement the stochastic part of the model, which defines the updating rule and governs the dynamics at a Markovian level, plays a crucial part in the analysis of ???voter-like??? models used in population genetics, evolutionary game theory and social dynamics. The book demonstrates that the problem of aggregation in ABMs - and the lumpability conditions in particular - can be embedded into a more general framework that employs information theory in order to identify different levels and relevant scales in complex dynamical systems |
ISBN,Price | 9783319248776 |
Keyword(s) | 1. Applications of Nonlinear Dynamics and Chaos Theory
2. COMPLEX SYSTEMS
3. COMPLEXITY
4. COMPUTATIONAL COMPLEXITY
5. EBOOK
6. EBOOK - SPRINGER
7. Mathematical Methods in Physics
8. PHYSICS
9. STATISTICAL PHYSICS
10. SYSTEM THEORY
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Item Type | eBook |
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Call# | Status | Issued To | Return Due On | Physical Location |
I09240 |
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